+46.6%
SRE vs DOCU
-71.9%
+118.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.6% |
| 7D | -7.1% | -3.2% | -3.8% | -7.0% |
| 30D | -0.2% | +15.7% | -15.9% | -0.7% |
| 3M | -4.9% | +37.3% | -42.2% | -6.0% |
| 6M | -14.1% | +63.1% | -77.2% | -15.8% |
| YTD | -7.5% | +15.4% | -22.9% | -8.0% |
| 1Y | -11.0% | +11.3% | -22.3% | -11.3% |
| 3Y | +21.2% | +92.1% | -70.8% | +16.9% |
| 5Y | +46.6% | -70.5% | +117.1% | +39.0% |
| All | +46.6% | -71.9% | +118.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling